کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4617573 | 1339386 | 2012 | 4 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A note on the absurd law of large numbers in economics
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A note on the absurd law of large numbers in economics A note on the absurd law of large numbers in economics](/preview/png/4617573.png)
چکیده انگلیسی
Let Γ be a Borel probability measure on RR and (T,C,Q)(T,C,Q) a nonatomic probability space. Define H={H∈C:Q(H)>0}H={H∈C:Q(H)>0}. In some economic models, the following condition is requested. There is a probability space (Ω,A,P)(Ω,A,P) and a real process X={Xt:t∈T}X={Xt:t∈T} satisfyingfor each H∈H, there is AH∈A with P(AH)=1 such thatt↦X(t,ω) is measurable and Q({t:X(t,ω)∈⋅}|H)=Γ(⋅) for ω∈AH. Such a condition fails if P is countably additive, CC countably generated and Γ nontrivial. Instead, as shown in this note, it holds for any CC and Γ under a finitely additive probability P. Also, X can be taken to have any given distribution.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 388, Issue 1, 1 April 2012, Pages 98–101
Journal: Journal of Mathematical Analysis and Applications - Volume 388, Issue 1, 1 April 2012, Pages 98–101
نویسندگان
Patrizia Berti, Michele Gori, Pietro Rigo,